My idea for a "Grand Trading System".

To add comments, please log in or register

Hi all.

I've traded off and on since 1999 ( juggling other businesses in the process).

My idea for a mainly quantitative system is as follows: -

1)Fundamentals.Each currency pair would be given a price within a "band".

The band is used as a reference for the technical trades.

This could be updated monthly or after key news events.

This would mainly involve econometric analysis or a similar approach.( eg see Jack Schwager's earlier work).

Alas, this is not my specialty.

There is already some excellent coding built to manipulate data in MT4

2)Intermarket factors.

This could include the currency correlation work that we are seeing on various forums.But should also include the key indices, commodities, bonds etc.

That way we can classify sessions/ markets as "US safe haven orientated" / "global growth seeking" etc etc

This would help filter out false signals etc etc

3)Pure technicals

- a mixture of traditional indicators

- the use of predictive indicators

- advanced optimisation eg with the use of some Neural network items

eg the excellent work of Yuri Reshetov.

3B)I'm also trying to do something with how cycle lengths shorten and increase in response to the interrelation between time frames and their momentums etc

4)Awareness of order flows and issues pertaining to time of day etc.

eg central bank buying, opening of US futures markets etc etc.

These can utterly crush what is otherwise a sound tech or fundamental trade.

5)Risk management and all other factors.


I firmly believe that profitable trading requires a good mix of tools.

I don't see the point in having one terrific method if it is not filtered with other suitable strategies.

My main weakness is my coding ability and advanced maths.

Altho I have programmed in MT4.

But I have strengths in other areas.

So who wants to see what we can do together?

Thanks for reading

Best regards all

To add comments, please log in or register